Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[119]) |
107 | 166444 | - | - | - | - | - | - | - |
108 | 171297 | - | - | - | - | - | - | - |
109 | 169701 | - | - | - | - | - | - | - |
110 | 164182 | - | - | - | - | - | - | - |
111 | 161914 | - | - | - | - | - | - | - |
112 | 159612 | - | - | - | - | - | - | - |
113 | 151001 | - | - | - | - | - | - | - |
114 | 158114 | - | - | - | - | - | - | - |
115 | 186530 | - | - | - | - | - | - | - |
116 | 187069 | - | - | - | - | - | - | - |
117 | 174330 | - | - | - | - | - | - | - |
118 | 169362 | - | - | - | - | - | - | - |
119 | 166827 | - | - | - | - | - | - | - |
120 | 178037 | 170167.5361 | 161354.4148 | 178980.6573 | 0.04 | 0.7712 | 0.4008 | 0.7712 |
121 | 186413 | 165981.4659 | 154202.1543 | 177760.7776 | 3e-04 | 0.0224 | 0.268 | 0.4441 |
122 | 189226 | 163390.9455 | 148543.938 | 178237.9529 | 3e-04 | 0.0012 | 0.4584 | 0.3251 |
123 | 191563 | 160089.3441 | 142356.5521 | 177822.136 | 3e-04 | 6e-04 | 0.4201 | 0.2282 |
124 | 188906 | 160263.3819 | 139686.4736 | 180840.2903 | 0.0032 | 0.0014 | 0.5247 | 0.2659 |
125 | 186005 | 154798.4388 | 131410.9027 | 178185.9749 | 0.0045 | 0.0021 | 0.6249 | 0.1567 |
126 | 195309 | 159718.4261 | 133537.8737 | 185898.9785 | 0.0039 | 0.0245 | 0.5478 | 0.2973 |
127 | 223532 | 189541.762 | 160580.6717 | 218502.8523 | 0.0107 | 0.3482 | 0.5808 | 0.9379 |
128 | 226899 | 190895.6061 | 159163.699 | 222627.5131 | 0.0131 | 0.0219 | 0.5934 | 0.9314 |
129 | 214126 | 179408.3065 | 144914.5594 | 213902.0536 | 0.0243 | 0.0035 | 0.6135 | 0.7627 |
130 | 206903 | 168414.5572 | 131168.1558 | 205660.9587 | 0.0214 | 0.0081 | 0.4801 | 0.5333 |
131 | 204442 | 163035.5346 | 123046.4263 | 203024.643 | 0.0212 | 0.0158 | 0.4263 | 0.4263 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
120 | 0.0264 | 0.0462 | 0 | 61928462.7165 | 0 | 0 |
121 | 0.0362 | 0.1231 | 0.0847 | 417447584.4686 | 239688023.5925 | 15481.8611 |
122 | 0.0464 | 0.1581 | 0.1092 | 667450042.7206 | 382275363.3019 | 19551.8634 |
123 | 0.0565 | 0.1966 | 0.131 | 990591017.9799 | 534354276.9714 | 23116.1043 |
124 | 0.0655 | 0.1787 | 0.1406 | 820399569.469 | 591563335.4709 | 24322.0751 |
125 | 0.0771 | 0.2016 | 0.1507 | 973849464.0815 | 655277690.2393 | 25598.3923 |
126 | 0.0836 | 0.2228 | 0.161 | 1266688948.2497 | 742622155.6694 | 27251.0946 |
127 | 0.078 | 0.1793 | 0.1633 | 1155336281.054 | 794211421.3425 | 28181.7569 |
128 | 0.0848 | 0.1886 | 0.1661 | 1296244375.3319 | 849992860.6746 | 29154.637 |
129 | 0.0981 | 0.1935 | 0.1689 | 1205318242.639 | 885525398.8711 | 29757.7788 |
130 | 0.1128 | 0.2285 | 0.1743 | 1481360225.4656 | 939692201.2887 | 30654.3994 |
131 | 0.1251 | 0.254 | 0.1809 | 1714495373.9376 | 1004259132.3428 | 31690.0478 |